Keep in mind the thing that Damon Lindelof said in his interview with Alan Sepinwall about how we should pay attention to something that keeps being brought up about Australia. Now in the premiere, the man in the tower gives Michael a letter that is addressed to an Australian address. In the second episode, Kevin's…

I read some reviews of the first three episodes that spoke of a lynchian "dream sequence" taking place in episode two. There was no other dream sequence in this episode, obviously. Since the reviewers did get to see the first three episodes maybe that's what the final scene really was.